AU2004272206A1 - Method and system for asset allocation - Google Patents

Method and system for asset allocation Download PDF

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Publication number
AU2004272206A1
AU2004272206A1 AU2004272206A AU2004272206A AU2004272206A1 AU 2004272206 A1 AU2004272206 A1 AU 2004272206A1 AU 2004272206 A AU2004272206 A AU 2004272206A AU 2004272206 A AU2004272206 A AU 2004272206A AU 2004272206 A1 AU2004272206 A1 AU 2004272206A1
Authority
AU
Australia
Prior art keywords
risk
asset classes
return
computing
alternative
Prior art date
Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Abandoned
Application number
AU2004272206A
Other languages
English (en)
Inventor
Rui De Figueiredo
Doug R. Dundas
Paul Goldwhite
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
Citibank NA
Original Assignee
Citibank NA
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Citibank NA filed Critical Citibank NA
Publication of AU2004272206A1 publication Critical patent/AU2004272206A1/en
Abandoned legal-status Critical Current

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Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/10—Tax strategies

Landscapes

  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Development Economics (AREA)
  • Technology Law (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Economics (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Game Theory and Decision Science (AREA)
  • Human Resources & Organizations (AREA)
  • Operations Research (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
AU2004272206A 2003-09-11 2004-09-13 Method and system for asset allocation Abandoned AU2004272206A1 (en)

Applications Claiming Priority (5)

Application Number Priority Date Filing Date Title
US50183303P 2003-09-11 2003-09-11
US60/501,833 2003-09-11
US51833203P 2003-11-10 2003-11-10
US60/518,332 2003-11-10
PCT/US2004/029933 WO2005026917A2 (en) 2003-09-11 2004-09-13 Method and system for asset allocation

Publications (1)

Publication Number Publication Date
AU2004272206A1 true AU2004272206A1 (en) 2005-03-24

Family

ID=34316497

Family Applications (1)

Application Number Title Priority Date Filing Date
AU2004272206A Abandoned AU2004272206A1 (en) 2003-09-11 2004-09-13 Method and system for asset allocation

Country Status (10)

Country Link
US (2) US7599872B2 (ko)
EP (1) EP1664975A4 (ko)
JP (1) JP2007505411A (ko)
KR (1) KR20060123116A (ko)
AU (1) AU2004272206A1 (ko)
BR (1) BRPI0414342A (ko)
CA (1) CA2538815A1 (ko)
IL (1) IL174275A0 (ko)
MX (1) MXPA06002848A (ko)
WO (1) WO2005026917A2 (ko)

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US20060212376A1 (en) * 2005-03-21 2006-09-21 Perspective Partners Systems and methods for real-time, dynamic multi-dimensional constraint analysis of portfolios of financial instruments
US20060253356A1 (en) * 2005-05-05 2006-11-09 Cogent Partners, Lp Methods and devices for displaying and communicating complex financial information
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US7822668B1 (en) * 2005-10-31 2010-10-26 Peter Benda Tool for hedging real estate ownership risk using financial portfolio theory and hedonic modeling
US7970684B1 (en) * 2005-10-31 2011-06-28 Peter Benda Fund for hedging real estate ownership risk using financial portfolio theory and data feed for analyzing the financial performance of a portfolio that includes real estate
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US20080016008A1 (en) * 2006-07-11 2008-01-17 Siegel Richard J Principal guaranteed savings and investment system and method
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US7848987B2 (en) * 2006-09-01 2010-12-07 Cabot Research, Llc Determining portfolio performance measures by weight-based action detection
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US20090138409A1 (en) * 2007-05-04 2009-05-28 Jason Galanis Access for Non-Accredited Investor to Simulated Hedged and Leveraged Investments through Exempt Variable Rate Term Deposit Vehicles
US8185464B1 (en) * 2007-09-14 2012-05-22 The Vanguard Group, Inc. Method of making distributions from an investment fund
US20100179921A1 (en) * 2009-01-09 2010-07-15 American International Group, Inc. Behavior based pricing for investment guarantee insurance
US20100217725A1 (en) * 2009-02-24 2010-08-26 Clyne Miles A Apparatus for automatic financial portfolio monitoring and associated methods
US20090313177A1 (en) * 2009-03-13 2009-12-17 Whitmyer Jr Wesley W System for determining and balancing actual asset allocation
US8131634B1 (en) 2009-09-15 2012-03-06 Chicago Mercantile Exchange Inc. System and method for determining the market risk margin requirements associated with a credit default swap
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US11587172B1 (en) 2011-11-14 2023-02-21 Economic Alchemy Inc. Methods and systems to quantify and index sentiment risk in financial markets and risk management contracts thereon
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US8725618B1 (en) * 2012-11-09 2014-05-13 Manulife Asset Management (US) LLC System and method for de-risking a pension fund
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Also Published As

Publication number Publication date
US7599872B2 (en) 2009-10-06
IL174275A0 (en) 2006-08-01
CA2538815A1 (en) 2005-03-24
JP2007505411A (ja) 2007-03-08
WO2005026917A3 (en) 2006-09-28
KR20060123116A (ko) 2006-12-01
BRPI0414342A (pt) 2006-11-07
US20050171883A1 (en) 2005-08-04
US20100010938A1 (en) 2010-01-14
WO2005026917A2 (en) 2005-03-24
EP1664975A2 (en) 2006-06-07
MXPA06002848A (es) 2006-06-23
EP1664975A4 (en) 2008-04-23

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Legal Events

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MK5 Application lapsed section 142(2)(e) - patent request and compl. specification not accepted